Conference

EDHEC alumni David Mascio and Marat Molyboga speakers at the QuantMinds Americas Conference in Boston

Written on 16 September 2019.


Two EDHEC PhD in Finance graduates were speakers at the QuantMinds Americas Conference in Boston (10 & 11 September 2019). Experts from banks, buy-side, Silicon Valley and academia  shared ideas at this America's leading quant finance event.

David Mascio, PhD (2018), Managing Founder and Principal at Della Parola Capital Management, LLC, panellist in a quant discussion titled "Active vs Passive" responded to the following question: Can active investments consistently beat the market, or will the cheaper, less risky return of passive management strategies corner the market?

In a session entitled "Quantitative Techniques in Investment and Trading", Marat Molyboga, PhD (2019), Chief Risk Officer and Director of Research at Efficient Capital Management,  presented Portfolio management theory developing the following points:

  • From mean-variance and risk-parity to cutting edge ML approaches
  • Moving beyond the frontier
  • A hard look at the data

More information on the event can be found at: https://finance.knect365.com/quantminds-americas/speakers

 

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